+78.0%
VSXY vs EXR
-1.3%
+79.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | +0.1% | -1.2% | +1.3% | +0.7% |
| 30D | -18.7% | -6.2% | -12.5% | -16.2% |
| 3M | -4.0% | -7.4% | +3.4% | -0.7% |
| 6M | +67.5% | -0.5% | +68.0% | +67.9% |
| YTD | +39.7% | +8.1% | +31.6% | +35.0% |
| 1Y | +180.0% | -2.9% | +182.8% | +182.9% |
| 3Y | +337.3% | +22.9% | +314.3% | +286.9% |
| 5Y | +22.7% | -10.2% | +32.8% | +23.2% |
| All | +78.0% | -1.3% | +79.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling